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This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…

Probability · Mathematics 2013-02-08 Vladimir Spokoiny

In this article we present an algorithm to compute bounds on the marginals of a graphical model. For several small clusters of nodes upper and lower bounds on the marginal values are computed independently of the rest of the network. The…

Artificial Intelligence · Computer Science 2011-06-27 B. Kappen , M. Leisink

The interplay between computational efficiency and statistical accuracy in high-dimensional inference has drawn increasing attention in the literature. In this paper, we study computational and statistical boundaries for submatrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

Data Analysis, Statistics and Probability · Physics 2024-07-16 Taki Kirouani

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

In this work, we revisit the problem of uniformity testing of discrete probability distributions. A fundamental problem in distribution testing, testing uniformity over a known domain has been addressed over a significant line of works, and…

Data Structures and Algorithms · Computer Science 2017-08-17 Tuğkan Batu , Clément L. Canonne

Sequence classification algorithms, such as SVM, require a definition of distance (similarity) measure between two sequences. A commonly used notion of similarity is the number of matches between $k$-mers ($k$-length subsequences) in the…

Data Structures and Algorithms · Computer Science 2017-12-13 Muhammad Farhan , Juvaria Tariq , Arif Zaman , Mudassir Shabbir , Imdad Ullah Khan

In this work we study the problem of single-shot discrimination of von Neumann measurements, which we associate with measure-and-prepare channels. There are two possible approaches to this problem. The first one is simple and does not…

Quantum Physics · Physics 2018-11-08 Zbigniew Puchała , Łukasz Pawela , Aleksandra Krawiec , Ryszard Kukulski

We study bounded deviation of non-deterministic finite transducers under the Hamming distance: the bounded comparison problem asks, given two transducers and $k \in \mathbb{N}$, whether for every input the two transducers produce words at…

Formal Languages and Automata Theory · Computer Science 2026-04-29 Luc Dartois , Pierre-Cyrille Héam , Ismaël Jecker , Silvio Vescovo

A common way to discretize a probability measure is to use an empirical measure as a discrete approximation. But how far from being optimal is this approximation in the p-Wasserstein distance? In this paper, we study this question in two…

Probability · Mathematics 2025-08-05 March T. Boedihardjo

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

We prove that the distribution density of any non-constant polynomial $f(\xi_1,\xi_2,\ldots)$ of degree $d$ in independent standard Gaussian random variables $\xi$ (possibly, in infinitely many variables) always belongs to the…

Probability · Mathematics 2016-05-03 Vladimir I. Bogachev , Egor D. Kosov , Georgii I. Zelenov

In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…

Information Theory · Computer Science 2022-06-22 Tomer Berg , Or Ordentlich , Ofer Shayevitz

We consider the problem of approximating and learning disjunctions (or equivalently, conjunctions) on symmetric distributions over $\{0,1\}^n$. Symmetric distributions are distributions whose PDF is invariant under any permutation of the…

Machine Learning · Computer Science 2015-05-27 Vitaly Feldman , Pravesh Kothari

We study the fundamental problem of estimating an unknown discrete distribution $p$ over $d$ symbols, given $n$ i.i.d. samples from the distribution. We are interested in minimizing the KL divergence between the true distribution and the…

Machine Learning · Statistics 2025-05-30 Jiayuan Ye , Vitaly Feldman , Kunal Talwar

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…

Statistics Theory · Mathematics 2019-06-11 Dong Xia

In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$…

Probability · Mathematics 2019-03-25 Diego F. de Bernardini , Christophe Gallesco , Serguei Popov

We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…

Machine Learning · Computer Science 2015-04-20 Bhaswar B. Bhattacharya , Gregory Valiant

We provide a unified method for constructing explicit distributions which are difficult for restricted models of computation to generate. Our constructions are based on a new notion of robust extractors, which are extractors that remain…

Computational Complexity · Computer Science 2026-05-11 Farzan Byramji , Daniel M. Kane , Jackson Morris , Anthony Ostuni

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

Statistics Theory · Mathematics 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky
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